Gang-Jin Wang : Citation Profile

Are you Gang-Jin Wang?

Hunan University

14

H index

17

i10 index

379

Citations

RESEARCH PRODUCTION:

32

Articles

6

Papers

RESEARCH ACTIVITY:

   8 years (2012 - 2020). See details.
   Cites by year: 47
   Journals where Gang-Jin Wang has often published
   Relations with other researchers
   Recent citing documents: 114.    Total self citations: 21 (5.25 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwa614
   Updated: 2021-03-01    RAS profile: 2021-01-27    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Zhou, Wei-Xing (7)

Authors registered in RePEc who have co-authored more than one work in the last five years with Gang-Jin Wang.

Is cited by:

Ferreira, Paulo (17)

PEREIRA, EDER JOHNSON DE AREA (11)

Dionisio, Andreia (7)

Bekiros, Stelios (7)

Guangxi, Cao (7)

Zhou, Wei-Xing (6)

Lu, Yang (5)

Shahzad, Syed Jawad Hussain (5)

Krištoufek, Ladislav (5)

Zhang, Dayong (4)

Wong, Wing-Keung (4)

Cites to:

Mantegna, Rosario (42)

Zhou, Wei-Xing (41)

lucey, brian (36)

Bouri, Elie (36)

Diebold, Francis (35)

Roubaud, David (33)

Yilmaz, Kamil (32)

Antonakakis, Nikolaos (17)

Kočenda, Evžen (17)

GUPTA, RANGAN (17)

Wang, Yudong (15)

Main data

Where Gang-Jin Wang has published?

Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications9
Finance Research Letters3
Quantitative Finance2
Mathematical Problems in Engineering2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org6

Recent works citing Gang-Jin Wang (2021 and 2020)

YearTitle of citing document
2020Systemic Risk: a Network Approach. (2020). Hasse, Jean-Baptiste. In: AMSE Working Papers. RePEc:aim:wpaimx:2025.

Full description at Econpapers || Download paper

2020A review of two decades of correlations, hierarchies, networks and clustering in financial markets. (2019). Bi, Mikolaj ; Nielsen, Frank ; Marti, Gautier ; Donnat, Philippe . In: Papers. RePEc:arx:papers:1703.00485.

Full description at Econpapers || Download paper

2020Disentangling shock diffusion on complex networks: Identification through graph planarity. (2020). Chakrabarti, Anindya S ; di Matteo, Tiziana ; Kumar, Sudarshan. In: Papers. RePEc:arx:papers:2001.01518.

Full description at Econpapers || Download paper

2020The interdependency structure in the Mexican stock exchange: A network approach. (2020). Aguilar, Erick Trevino . In: Papers. RePEc:arx:papers:2004.06676.

Full description at Econpapers || Download paper

2020Information flow networks of Chinese stock market sectors. (2020). Zhou, Wei-Xing ; Yan, Wanfeng ; Cai, Qing ; Yue, Peng. In: Papers. RePEc:arx:papers:2004.08759.

Full description at Econpapers || Download paper

2020Examining Lead-Lag Relationships In-Depth, With Focus On FX Market As Covid-19 Crises Unfolds. (2020). Chatterjee, Niladri ; Gupta, Kartikay. In: Papers. RePEc:arx:papers:2004.10560.

Full description at Econpapers || Download paper

2020How does stock market reflect the change in economic demand? A study on the industry-specific volatility spillover networks of Chinas stock market during the outbreak of COVID-19. (2020). Yan, Yan ; Qiao, FU. In: Papers. RePEc:arx:papers:2007.07487.

Full description at Econpapers || Download paper

2020Analysis of the Global Banking Network by Random Matrix Theory. (2020). Jafari, Reza G ; Haven, Emmanuel ; Hosseiny, Ali ; Hedayatifar, Leila ; Raei, Reza ; Ardalankia, Jamshid ; Namaki, Ali. In: Papers. RePEc:arx:papers:2007.14447.

Full description at Econpapers || Download paper

2020Regularization Approach for Network Modeling of German Power Derivative Market. (2020). L'Opez, Brenda ; Hardle, Wolfgang Karl ; Chen, Shi. In: Papers. RePEc:arx:papers:2009.09739.

Full description at Econpapers || Download paper

2021An analysis of network filtering methods to sovereign bond yields during COVID-19. (2020). Legara, Erika Fille ; Chhajer, Harsh ; Granados, Oscar ; Pang, Raymond Ka-Kay. In: Papers. RePEc:arx:papers:2009.13390.

Full description at Econpapers || Download paper

2020Too Connected to Fail? Evidence from a Chinese Financial Risk Spillover Network. (2020). Hu, Jie ; Chen, YU ; Zhang, Weiping. In: China & World Economy. RePEc:bla:chinae:v:28:y:2020:i:6:p:78-100.

Full description at Econpapers || Download paper

2020Business connectedness or market risk? Evidence from financial institutions in China. (2020). Li, Zheng ; Lu, Yanchen ; Liang, QI. In: China Economic Review. RePEc:eee:chieco:v:62:y:2020:i:c:s1043951x20301000.

Full description at Econpapers || Download paper

2020Big data analytics using multi-fractal wavelet leaders in high-frequency Bitcoin markets. (2020). Bekiros, Stelios ; Lahmiri, Salim. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:131:y:2020:i:c:s0960077919304187.

Full description at Econpapers || Download paper

2020Fractal structure in the S&P500: A correlation-based threshold network approach. (2020). Song, Jae Wook ; Chang, Woojin ; Lee, Changju ; Ku, Seungmo. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:137:y:2020:i:c:s0960077920302484.

Full description at Econpapers || Download paper

2020Taxonomy of commodities assets via complexity-entropy causality plane. (2020). , Fernando ; Fernando, . In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:137:y:2020:i:c:s096007792030309x.

Full description at Econpapers || Download paper

2020The impact of COVID-19 pandemic upon stability and sequential irregularity of equity and cryptocurrency markets. (2020). Bekiros, Stelios ; Lahmiri, Salim. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:138:y:2020:i:c:s0960077920303350.

Full description at Econpapers || Download paper

2020The impact of blockchain related name changes on corporate performance. (2020). Sensoy, Ahmet ; Corbet, Shaen ; Yarovaya, Larisa ; Akyildirim, Erdinc. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920302030.

Full description at Econpapers || Download paper

2020Fancy Bitcoin and conventional financial assets: Measuring market integration based on connectedness networks. (2020). Shen, Yifan ; Yang, Mengying ; Zeng, Ting. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:209-220.

Full description at Econpapers || Download paper

2021BitCoin: A new basket for eggs?. (2021). Tao, Ran ; Su, Chi-Wei ; Qin, Meng. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:896-907.

Full description at Econpapers || Download paper

2020Spatial spillover effects and risk contagion around G20 stock markets based on volatility network. (2020). Lu, Yang ; Zhuang, Xintian ; Zhang, Weiping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302815.

Full description at Econpapers || Download paper

2020Measuring extreme risk spillovers across international stock markets: A quantile variance decomposition analysis. (2020). Su, Xianfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819304085.

Full description at Econpapers || Download paper

2020Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network. (2020). Lu, Yang ; Wang, Jian ; Zhuang, Xintian ; Zhang, Weiping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301455.

Full description at Econpapers || Download paper

2020Predicting customer demand for remanufactured products: A data-mining approach. (2020). Pu, Xiaodie ; Li, Boying ; Loong, Alain Yee ; Zhou, LI ; van Nguyen, Truong. In: European Journal of Operational Research. RePEc:eee:ejores:v:281:y:2020:i:3:p:543-558.

Full description at Econpapers || Download paper

2020Investigating tail-risk dependence in the cryptocurrency markets: A LASSO quantile regression approach. (2020). Yao, Kai ; Chevapatrakul, Thanaset ; Nguyen, Linh Hoang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:333-355.

Full description at Econpapers || Download paper

2020Analyzing time-varying volatility spillovers between the crude oil markets using a new method. (2020). Gong, XU ; Liu, Tangyong. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300505.

Full description at Econpapers || Download paper

2020Islamic stocks, conventional stocks, and crude oil: Directional volatility spillover analysis in BRICS. (2020). Gasbarro, Dominic ; Wali, Muammer ; Hoque, Ariful ; Hassan, Kamrul. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s014098832030325x.

Full description at Econpapers || Download paper

2020Dynamic complexity and causality of crude oil and major stock markets. (2020). Wang, Jun ; Xiao, DI. In: Energy. RePEc:eee:energy:v:193:y:2020:i:c:s0360544219324867.

Full description at Econpapers || Download paper

2020Extreme risk spillovers between crude oil prices and the U.S. exchange rate: Evidence from oil-exporting and oil-importing countries. (2020). Wang, Yudong ; Ma, Chaoqun ; Liu, LI ; Wen, Danyan. In: Energy. RePEc:eee:energy:v:212:y:2020:i:c:s0360544220318478.

Full description at Econpapers || Download paper

2020Examining the predictive information of CBOE OVX on China’s oil futures volatility: Evidence from MS-MIDAS models. (2020). Wang, Jianqiong ; Ma, Feng ; Lu, Xinjie. In: Energy. RePEc:eee:energy:v:212:y:2020:i:c:s0360544220318508.

Full description at Econpapers || Download paper

2021Dynamic dependence and risk connectedness among oil and stock markets: New evidence from time-frequency domain perspectives. (2021). Goh, Mark ; Cui, Jinxin ; Zou, Huiwen ; Li, Binlin. In: Energy. RePEc:eee:energy:v:216:y:2021:i:c:s0360544220324099.

Full description at Econpapers || Download paper

2020Oil price shocks, investor sentiment, and asset pricing anomalies in the oil and gas industry. (2020). Zhai, Pengxiang ; Sun, Licheng ; Ji, Qiang ; Zhu, Zhaobo. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301605.

Full description at Econpapers || Download paper

2020Spatial linkage of volatility spillovers and its explanation across G20 stock markets: A network framework. (2020). Zhuang, Xintian ; Zhang, Weiping ; Wang, Jian ; Lu, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521919305381.

Full description at Econpapers || Download paper

2020Price discovery and microstructure in ether spot and derivative markets. (2020). Choi, Jaehyuk ; Alexander, Carol ; Sohn, Sungbin. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301502.

Full description at Econpapers || Download paper

2020Time-frequency co-movement of cryptocurrency return and volatility: Evidence from wavelet coherence analysis. (2020). Zhu, Huiming ; Qiao, Xingzhi ; Hau, Liya. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s105752192030185x.

Full description at Econpapers || Download paper

2020Risk spillovers between FinTech and traditional financial institutions: Evidence from the U.S.. (2020). Li, Jingyu ; Casu, Barbara ; Yao, Yinhong ; Zhu, Xiaoqian. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301885.

Full description at Econpapers || Download paper

2020Extreme spillovers across Asian-Pacific currencies: A quantile-based analysis. (2020). Vo, Xuan Vinh ; Bouri, Elie ; Saeed, Tareq ; Lucey, Brian. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302489.

Full description at Econpapers || Download paper

2020Do precious metals act as hedges or safe havens for Chinas financial markets?. (2020). Peng, Xiaofan . In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612318309462.

Full description at Econpapers || Download paper

2020Frequency volatility connectedness across different industries in China. (2020). Tiwari, Aviral ; Aijo, Janne ; Piljak, Vanja ; Jiang, Junhua. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319302910.

Full description at Econpapers || Download paper

2020Assessing the contribution of China’s financial sectors to systemic risk. (2020). Vioto, Davide ; Morelli, David. In: Journal of Financial Stability. RePEc:eee:finsta:v:50:y:2020:i:c:s1572308920300760.

Full description at Econpapers || Download paper

2020Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities. (2020). Sosvilla-Rivero, Simon ; Fernandez-Perez, Adrian ; Andrada-Felix, Julian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120301037.

Full description at Econpapers || Download paper

2020Dynamic exchange rate dependences: The effect of the U.S.-China trade war. (2020). Lien, Donald ; Xu, Yingying. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:68:y:2020:i:c:s1042443120301220.

Full description at Econpapers || Download paper

2020Understanding risk of bubbles in cryptocurrencies. (2020). Molnár, Peter ; Molnar, P ; Luivjanska, K ; Landsnes, Ch J ; Enoksen, F A. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:176:y:2020:i:c:p:129-144.

Full description at Econpapers || Download paper

2020Do regulations work? A comprehensive analysis of price limits and trading restrictions in experimental asset markets with deterministic and stochastic fundamental values. (2020). Leibbrandt, Andreas ; KALAYCI, Kenan ; Oyarzun, Carlos ; Bao, Zhengyang. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:178:y:2020:i:c:p:59-84.

Full description at Econpapers || Download paper

2020The diabolical sovereigns/banks risk loop: A VAR quantile design. (2020). Angelini, Eliana ; Foglia, Matteo. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494920300050.

Full description at Econpapers || Download paper

2020Implied volatility relationships between crude oil and the U.S. stock markets: Dynamic correlation and spillover effects. (2020). Ding, Zhihua ; Wu, Jy S ; Tseng, Hui-Kuan ; Liu, Zhenhua. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719308153.

Full description at Econpapers || Download paper

2020The effect of uncertainty on the precious metals market: New insights from Transfer Entropy and Neural Network VAR. (2020). Duc, Toan Luu. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719309365.

Full description at Econpapers || Download paper

2020Information transmission between gold and financial assets: Mean, volatility, or risk spillovers?. (2020). Wang, Yudong ; Wen, Danyan ; Zhang, Yaojie ; Ma, Chaoqun. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720309028.

Full description at Econpapers || Download paper

2020Economic policy uncertainty and the Bitcoin-US stock nexus. (2020). Vo, Xuan Vinh ; Ajmi, Ahdi Noomen ; Bouri, Elie ; Mokni, Khaled. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:57-58:y:2020:i::s1042444x20300451.

Full description at Econpapers || Download paper

2020Analysis of the human gait rhythm in Neurodegenerative disease: A multifractal approach using Multifractal detrended cross correlation analysis. (2020). Chatterjee, Sucharita. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119317765.

Full description at Econpapers || Download paper

2020Cross-correlation complexity and synchronization of the financial time series on Potts dynamics. (2020). Wang, Jun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:541:y:2020:i:c:s0378437119318424.

Full description at Econpapers || Download paper

2020Dynamic relationship between Chinese RMB exchange rate index and market anxiety: A new perspective based on MF-DCCA. (2020). Liu, Xinghua ; Lu, Xinsheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:541:y:2020:i:c:s037843711931903x.

Full description at Econpapers || Download paper

2020Dynamic energy stock selection based on shareholders’ coholding network. (2020). An, Pengli ; Lian, Peng ; Sun, Bowen ; Wang, ZE. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119313007.

Full description at Econpapers || Download paper

2020Correlation analysis and systemic risk measurement of regional, financial and global stock indices. (2020). Stanley, Eugene H ; Qiao, Zhilin ; Han, Qian ; Chen, Lin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119315158.

Full description at Econpapers || Download paper

2020Systemic importance of financial institutions: A complex network perspective. (2020). Wen, Shigang ; Yang, Xin ; Huang, Chuangxia ; Zhao, Xian. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119319223.

Full description at Econpapers || Download paper

2020DCCA cross-correlation analysis in time-series with removed parts. (2020). Brito, A A ; Zebende, G F ; Castro, A P. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119319399.

Full description at Econpapers || Download paper

2020Finding changes in the foreign exchange market from the perspective of currency network. (2020). Liao, Zefang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119320783.

Full description at Econpapers || Download paper

2020Long-range correlation and predictability of Chinese stock prices. (2020). Liu, Lutao ; Wang, Lei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:549:y:2020:i:c:s037843712030145x.

Full description at Econpapers || Download paper

2020Connectedness of financial institutions in Europe: A network approach across quantiles. (2020). Lyócsa, Štefan ; Deev, Oleg ; Lyocsa, Tefan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:550:y:2020:i:c:s0378437119322320.

Full description at Econpapers || Download paper

2020Selecting stock pairs for pairs trading while incorporating lead–lag relationship. (2020). Chatterjee, Niladri ; Gupta, Kartikay. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:551:y:2020:i:c:s0378437119322666.

Full description at Econpapers || Download paper

2020For evil news rides fast, while good news baits later?—A network based analysis in Chinese stock market. (2020). An, Biao ; Sun, Yafei ; Gao, Ting ; Borjigin, Sumuya. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:551:y:2020:i:c:s0378437120302843.

Full description at Econpapers || Download paper

2020MF-DCCA between molecular properties and aqueous solubility. (2020). Jia, Guozhu ; Zhu, LI ; Chen, Hong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:556:y:2020:i:c:s0378437120303502.

Full description at Econpapers || Download paper

2020Market-crash forecasting based on the dynamics of the alpha-stable distribution. (2020). Perote, Javier ; Mora-Valencia, Andrés ; Molina-Muoz, Jesus. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:557:y:2020:i:c:s0378437120304532.

Full description at Econpapers || Download paper

2020Diffusion entropy analysis and random matrix analysis of the Indian stock market. (2020). Kumar, Sunil. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:560:y:2020:i:c:s0378437120305872.

Full description at Econpapers || Download paper

2021Statistical test for Multiple Detrended Cross-Correlation Coefficient. (2021). Guedes, E F ; de Castro, A. P. N., ; Zebende, G F ; da Silva, A M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:562:y:2021:i:c:s0378437120306786.

Full description at Econpapers || Download paper

2021Centrality-based measures of financial institutions’ systemic importance: A tail dependence network view. (2021). Huang, Wei-Qiang ; Wang, Dan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:562:y:2021:i:c:s0378437120307081.

Full description at Econpapers || Download paper

2021A Weight-based Information Filtration Algorithm for Stock-correlation Networks. (2021). Wormald, Nick ; Hosseini, Seyed Soheil ; Tian, Tianhai. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:563:y:2021:i:c:s0378437120307883.

Full description at Econpapers || Download paper

2021The construction of multilayer stock network model. (2021). Qu, Shuai ; Chen, Wei ; Jiang, Cheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120309067.

Full description at Econpapers || Download paper

2021Construction of minimum spanning trees from financial returns using rank correlation. (2021). Niranjan, Mahesan ; Millington, Tristan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:566:y:2021:i:c:s0378437120309031.

Full description at Econpapers || Download paper

2021Analyzing financial correlation matrix based on the eigenvector–eigenvalue identity. (2021). Nie, Chun-Xiao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:567:y:2021:i:c:s0378437120310116.

Full description at Econpapers || Download paper

2020Loss-averse retailers’ financial offerings to capital-constrained suppliers: loan vs. investment. (2020). Xu, Xun ; Zhong, Hechen ; Jin, Xuyu ; Yan, Nina. In: International Journal of Production Economics. RePEc:eee:proeco:v:227:y:2020:i:c:s0925527320300591.

Full description at Econpapers || Download paper

2020A paradoxical view of speed and quality on operational outcome: An empirical investigation of innovation in high-tech small and medium-sized enterprises. (2020). Zhang, Xiaofei ; Tong, Xun ; Bo, Qingwen ; Guo, Feng. In: International Journal of Production Economics. RePEc:eee:proeco:v:229:y:2020:i:c:s0925527320301596.

Full description at Econpapers || Download paper

2020Do Bitcoin and other cryptocurrencies jump together?. (2020). Hussain, Syed Jawad ; Roubaud, David ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:396-409.

Full description at Econpapers || Download paper

2020Mapping the oil price-stock market nexus researches: A scientometric review. (2020). Lin, Boqiang ; Su, Tong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:133-147.

Full description at Econpapers || Download paper

2020A survey on the magnet effect of circuit breakers in financial markets. (2020). Mohamad, Azhar ; Sifat, Imtiaz Mohammad. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:138-151.

Full description at Econpapers || Download paper

2021Do valued independent directors matter to commercial bank performance?. (2021). Liu, Bin ; Chen, Sheng-Hung ; Liang, Hsin-Yu ; Tam, On Kit. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:1-20.

Full description at Econpapers || Download paper

2021Pandemic-related financial market volatility spillovers: Evidence from the Chinese COVID-19 epicentre. (2021). Oxley, Les ; Corbet, Shaen ; Xu, Danyang ; Hu, Yang ; Hou, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:55-81.

Full description at Econpapers || Download paper

2021Does Bitcoin or gold react to financial stress alike? Evidence from the U.S. and China. (2021). Wang, Peijin ; Zhang, Hongwei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:629-648.

Full description at Econpapers || Download paper

2020Volatility dynamics of crypto-currencies’ returns: Evidence from asymmetric and long memory GARCH models. (2020). Fakhfekh, Mohamed ; Jeribi, Ahmed. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s027553191930056x.

Full description at Econpapers || Download paper

2020Bank risk, competition and bank connectedness with firms: A literature review. (2020). Lapteacru, Ion ; Badarau, Cristina. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919301291.

Full description at Econpapers || Download paper

2020Taming the blockchain beast? Regulatory implications for the cryptocurrency Market. (2020). Shanaev, Savva ; Shuraeva, Arina ; Ghimire, Binam ; Sharma, Satish. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919305963.

Full description at Econpapers || Download paper

2020How does economic policy uncertainty affect the bitcoin market?. (2020). Li, Xiao ; Wang, Pengfei ; Zhang, Wei ; Shen, Dehua. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919308037.

Full description at Econpapers || Download paper

2020From me to you: Measuring connectedness between Eurozone financial institutions. (2020). Angelini, Eliana ; Foglia, Matteo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919301886.

Full description at Econpapers || Download paper

2020Studying the properties of the Bitcoin as a diversifying and hedging asset through a copula analysis: Constant and time-varying. (2020). Benito, Sonia ; Garcia-Jorcano, Laura. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920300192.

Full description at Econpapers || Download paper

2020Is idiosyncratic volatility priced in cryptocurrency markets?. (2020). Li, YI ; Zhang, Wei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920301926.

Full description at Econpapers || Download paper

2020Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic. (2020). Corbet, Shaen ; Conlon, Thomas ; McGee, Richard J. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920304438.

Full description at Econpapers || Download paper

2020Making the right business decision: Forecasting the binary NPD strategy in Chinese automotive industry with machine learning methods. (2020). Zhu, You ; Dai, Haiwen ; Zeng, Deming ; Wang, Xinyi. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:155:y:2020:i:c:s0040162519317949.

Full description at Econpapers || Download paper

2020Financial implications of fourth industrial revolution: Can bitcoin improve prospects of energy investment?. (2020). Umar, Muhammad ; Tao, Ran ; Qin, Meng ; Su, Chi-Wei. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:158:y:2020:i:c:s0040162520310040.

Full description at Econpapers || Download paper

2020Can Bitcoin hedge the risks of geopolitical events?. (2020). Albu, Lucian ; Umar, Muhammad ; Shao, Xue-Feng ; Tao, Ran ; Qin, Meng ; Su, Chi-Wei. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:159:y:2020:i:c:s0040162520310088.

Full description at Econpapers || Download paper

2020A data-driven optimization of large-scale dry port location using the hybrid approach of data mining and complex network theory. (2020). He, Yong ; Meng, Meng ; Zhou, LI ; Zhang, Jie ; van Nguyen, Truong. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:134:y:2020:i:c:s1366554519312190.

Full description at Econpapers || Download paper

2020Liner shipping industry and oil price volatility: Dynamic connectedness and portfolio diversification. (2020). Chandra, Saurabh ; Maitra, Debasish ; Dash, Saumya Ranjan. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:138:y:2020:i:c:s136655452030613x.

Full description at Econpapers || Download paper

2020Forecasts of Value-at-Risk and Expected Shortfall in the Crude Oil Market: A Wavelet-Based Semiparametric Approach. (2020). Yang, Lu ; Hamori, Shigeyuki. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:14:p:3700-:d:386267.

Full description at Econpapers || Download paper

2020EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients. (2020). TILFANI, Oussama ; Ferreira, Paulo ; el Boukfaoui, My Youssef ; Dionisio, Andreia. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:5:p:91-:d:354926.

Full description at Econpapers || Download paper

2020Return and Volatility Transmission between World-Leading and Latin American Stock Markets: Portfolio Implications. (2020). Wong, Wing-Keung ; Ali, Shoaib ; Yousaf, Imran. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:7:p:148-:d:381691.

Full description at Econpapers || Download paper

2020A Weighted and Directed Perspective of Global Stock Market Connectedness: A Variance Decomposition and GERGM Framework. (2020). Ma, Ding ; Chen, Rui ; Zhang, Yizhuo. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:11:p:4605-:d:367434.

Full description at Econpapers || Download paper

2020Multiscale Quantile Correlation Coefficient: Measuring Tail Dependence of Financial Time Series. (2020). Zhao, Xiaofang ; Ke, Jinchuan ; Xu, Chao. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:12:p:4908-:d:372235.

Full description at Econpapers || Download paper

2020SME Default Prediction Framework with the Effective Use of External Public Credit Data. (2020). Xu, NI ; Hsu, Pingyu ; Luo, Zhichao. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:18:p:7575-:d:413467.

Full description at Econpapers || Download paper

2020Volatility Connectedness between Clean Energy Firms and Crude Oil in the COVID-19 Era. (2020). Foglia, Matteo ; Angelini, Eliana. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:23:p:9863-:d:450945.

Full description at Econpapers || Download paper

2020An Econophysics Study of the S&P Global Clean Energy Index. (2020). Loures, Luis Carlos ; Ferreira, Paulo. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:2:p:662-:d:309473.

Full description at Econpapers || Download paper

2020Can Stock Investor Sentiment Be Contagious in China?. (2020). Cai, Xu-Yu ; Tao, Ran ; Su, Chi-Wei. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:4:p:1571-:d:322696.

Full description at Econpapers || Download paper

2020Diversifying with cryptocurrencies during COVID-19. (2020). Goutte, Stephane ; Goodell, John. In: Working Papers. RePEc:hal:wpaper:halshs-02876529.

Full description at Econpapers || Download paper

2020Systemic Risk: a Network Approach. (2020). Hasse, Jean-Baptiste. In: Working Papers. RePEc:hal:wpaper:halshs-02893780.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Gang-Jin Wang:

YearTitleTypeCited
2016Short term prediction of extreme returns based on the recurrence interval analysis In: Papers.
[Full Text][Citation analysis]		paper2
2018Short term prediction of extreme returns based on the recurrence interval analysis.(2018) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		article
2016Joint multifractal analysis based on wavelet leaders In: Papers.
[Full Text][Citation analysis]		paper4
2017Stock market as temporal network In: Papers.
[Full Text][Citation analysis]		paper8
2018Stock market as temporal network.(2018) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		article
2018The cooling-off effect of price limits in the Chinese stock markets In: Papers.
[Full Text][Citation analysis]		paper2
2018The cooling-off effect of price limits in the Chinese stock markets.(2018) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		article
2020Sector connectedness in the Chinese stock markets In: Papers.
[Full Text][Citation analysis]		paper0
2020Predicting tail events in a RIA-EVT-Copula framework In: Papers.
[Full Text][Citation analysis]		paper0
2019Further Mining the Predictability of Moving Averages: Evidence from the US Stock Market In: International Review of Finance.
[Full Text][Citation analysis]		article0
2018Interconnectedness and systemic risk of Chinas financial institutions In: Emerging Markets Review.
[Full Text][Citation analysis]		article15
2019Risk spillovers between oil and stock markets: A VAR for VaR analysis In: Energy Economics.
[Full Text][Citation analysis]		article16
2018Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article22
2016Who are the net senders and recipients of volatility spillovers in China’s financial markets? In: Finance Research Letters.
[Full Text][Citation analysis]		article18
2017Stock market contagion during the global financial crisis: A multiscale approach In: Finance Research Letters.
[Full Text][Citation analysis]		article22
2019When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin In: Finance Research Letters.
[Full Text][Citation analysis]		article13
2018Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article10
2020Volatility connectedness in global foreign exchange markets In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article3
2012Similarity measure and topology evolution of foreign exchange markets using dynamic time warping method: Evidence from minimal spanning tree In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article23
2013Random matrix theory analysis of cross-correlations in the US stock market: Evidence from Pearson’s correlation coefficient and detrended cross-correlation coefficient In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article35
2013Cross-correlations between Renminbi and four major currencies in the Renminbi currency basket In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article25
2014Detrended minimum-variance hedge ratio: A new method for hedge ratio at different time scales In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article14
2015Correlation structure and dynamics of international real estate securities markets: A network perspective In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article18
2018Cross-correlations and influence in world gold markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article7
2018Investigating the features of pairs trading strategy: A network perspective on the Chinese stock market In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article2
2019Forecasting SMEs credit risk in supply chain finance with an enhanced hybrid ensemble machine learning approach In: International Journal of Production Economics.
[Full Text][Citation analysis]		article4
2016Extreme risk spillover effects in world gold markets and the global financial crisis In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article22
2020Are stablecoins truly diversifiers, hedges, or safe havens against traditional cryptocurrencies as their name suggests? In: Research in International Business and Finance.
[Full Text][Citation analysis]		article0
2016Predicting China’s SME Credit Risk in Supply Chain Financing by Logistic Regression, Artificial Neural Network and Hybrid Models In: Sustainability.
[Full Text][Citation analysis]		article13
2014Dynamics of Foreign Exchange Networks: A Time-Varying Copula Approach In: Discrete Dynamics in Nature and Society.
[Full Text][Citation analysis]		article2
2016The Stability of Interbank Market Network: A Perspective on Contagion and Risk Sharing In: Advances in Mathematical Physics.
[Full Text][Citation analysis]		article0
2014A New Method for Setting Futures Portfolios’ Maintenance Margins: Evidence from Chinese Commodity Futures Markets In: Journal of Applied Mathematics.
[Full Text][Citation analysis]		article0
2014Cross-Correlations between Energy and Emissions Markets: New Evidence from Fractal and Multifractal Analysis In: Mathematical Problems in Engineering.
[Full Text][Citation analysis]		article1
2015Forecasting RMB Exchange Rate Based on a Nonlinear Combination Model of ARFIMA, SVM, and BPNN In: Mathematical Problems in Engineering.
[Full Text][Citation analysis]		article0
2018Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks In: Computational Economics.
[Full Text][Citation analysis]		article27
2020Business conditions, uncertainty shocks and Bitcoin returns In: Evolutionary and Institutional Economics Review.
[Full Text][Citation analysis]		article0
2017Multiscale correlation networks analysis of the US stock market: a wavelet analysis In: Journal of Economic Interaction and Coordination.
[Full Text][Citation analysis]		article17
2017Extreme risk spillover network: application to financial institutions In: Quantitative Finance.
[Full Text][Citation analysis]		article34

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team